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A modified Bernstein-technique for estimating noise-perturbed function values

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Abstract

A Bernstein-type improvement of the Bienaymé-Chebyshev inequality is presented for evaluating a general class of noise-perturbed functions. This result can be applied in the course of solving stochastic optimization problems.

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  1. János Pintér

    Present address: VITUKI, IX. Kvassay J. u. I., 1095, Budapest, Hungary

Authors and Affiliations

  1. Eötvös L. University, Budapest

    János Pintér

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  1. János Pintér
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Pintér, J. A modified Bernstein-technique for estimating noise-perturbed function values. Calcolo 22, 241–247 (1985). https://doi.org/10.1007/BF02576496

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  • DOI: https://doi.org/10.1007/BF02576496

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